-97.7%
TSLQ vs SBAC
-34.6%
-63.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.7% | -5.0% | -5.8% |
| 7D | -7.3% | -2.8% | -4.5% | -7.4% |
| 30D | -13.2% | +3.1% | -16.3% | -13.2% |
| 3M | -37.6% | +5.1% | -42.8% | -37.4% |
| 6M | -9.3% | -11.4% | +2.1% | -10.2% |
| YTD | -19.1% | +0.2% | -19.2% | -19.5% |
| 1Y | -27.2% | -3.9% | -23.3% | -28.2% |
| 3Y | -97.1% | -7.7% | -89.4% | -97.1% |
| All | -97.7% | -34.6% | -63.2% | -98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling